+456.9%
KRE vs HBM
+613.3%
-156.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | +1.3% | -6.4% | +7.7% | +2.6% |
| 30D | -2.7% | +5.9% | -8.6% | -4.0% |
| 3M | +8.2% | -8.9% | +17.1% | +8.6% |
| 6M | +12.8% | +10.7% | +2.1% | +7.7% |
| YTD | +17.5% | +38.3% | -20.8% | +6.1% |
| 1Y | +16.6% | +121.3% | -104.8% | -5.4% |
| 3Y | +79.5% | +450.6% | -371.1% | +15.4% |
| 5Y | +32.4% | +338.0% | -305.6% | -15.3% |
| 10Y | +124.1% | +578.6% | -454.5% | +11.1% |
| All | +456.9% | +613.3% | -156.4% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling